Ergodic problems and periodic homogenization for fully nonlinear equations in half-space type domains with Neumann boundary conditions

DOI10.1512/iumj.2008.57.3363zbMath1173.35013arXiv0910.4720MaRDI QIDQ3596789

Francesca Da Lio, Pierre-Louis Lions, Panagiotis E. Souganidis, Guy Barles

Publication date: 9 February 2009

Published in: Indiana University Mathematics Journal (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0910.4720

zbMATH Keywords

viscosity solution; Hamilton-Jacobi-Bellman equations; cell problem; ergodic boundary value problem; viscosity sub-solution; viscosity super-solution

Mathematics Subject Classification ID

60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)

93C20: Control/observation systems governed by partial differential equations

35K55: Nonlinear parabolic equations

35J60: Nonlinear elliptic equations

35B27: Homogenization in context of PDEs; PDEs in media with periodic structure

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